Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47325.56 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -1.29 %¶

This Week¶

Return: -1.211 %¶

Total¶

Return: 54.955 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
Beijer Electronics Group 26 -1.180000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 -3.060000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 0.280000 3416.800000 39.800000 1.180000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.690000 388.200000 33.200000 9.350000 355.000000
Corem Property Group B 59 -1.990000 610.060000 33.060000 5.730000 576.999999
MedCap 2 -0.440000 454.000000 33.000000 7.840000 421.000000
AcadeMedia 12 -3.640000 585.120000 28.120000 5.050000 557.000004
Resurs Holding 22 -1.300000 601.480000 27.480000 4.790000 573.999998
HMS Networks 2 -2.870000 690.400000 17.400000 2.590000 673.000000
Swedbank A 3 -0.490000 578.250000 14.250000 2.530000 564.000000
Securitas B 6 -0.840000 583.680000 13.680000 2.400000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -1.910000 1664.400000 10.400000 0.630000 1653.999996
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -1.050000 247.680000 1.680000 0.680000 246.000000
Intrum 4 -3.120000 528.400000 1.400000 0.270000 527.000000
OEM International B 7 -1.950000 528.500000 0.500000 0.090000 527.999997
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.230000 541.000000 -5.000000 -0.920000 546.000000
Nordea Bank Abp 29 -0.170000 3448.680000 -5.320000 -0.150000 3453.999992
Midsona B 63 -1.760000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -2.210000 548.200000 -25.800000 -4.490000 574.000000
CTEK 13 -2.610000 503.880000 -30.120000 -5.640000 533.999999
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -2.480000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.040000 3581.500000 -174.500000 -4.650000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -2.920000 1405.800000 -258.200000 -15.520000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45937.830000 -950.740000 -2.66727% 46888.564618

Updated:¶

'2023-01-25 14:34:31.083824'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶